Muzinich Credit total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Muzinich Credit Opportunities or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Muzinich
Muzinich Credit Opportunities has current Total Risk Alpha of 0.0135. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha
=
RFR + (ER[b] - ER[a])
x
STD[a] / STD[b]
=
0.0135
ER[a]
=
Expected return on investing in Muzinich Credit
ER[b]
=
Expected return on market index or selected benchmark
Muzinich Total Risk Alpha Relative To Other Indicators
Muzinich Credit Opportunities is regarded fifth largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 68.38 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Muzinich Credit Opportunities is roughly 68.38
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